[SciPy-user] fft numerical precision

Robert Kern robert.kern at gmail.com
Wed Dec 21 10:38:17 CST 2005

Darren Dale wrote:
> I am running into problems related, I think, to numerical precision of fast 
> Fourier transforms. If I Fourier transform a gaussian distribution:
> absolute(fft(stats.norm.pdf(linspace(-10,10,512), loc=0, scale=1)))
> I find a floor of about 1e-16. Does anyone know of a way to improve the 
> precision?

1e-16 is the best you can do with double precision.

Robert Kern
robert.kern at gmail.com

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter

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